CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6025 |
1.6090 |
0.0065 |
0.4% |
1.6003 |
| High |
1.6111 |
1.6126 |
0.0015 |
0.1% |
1.6056 |
| Low |
1.6025 |
1.6082 |
0.0057 |
0.4% |
1.5960 |
| Close |
1.6089 |
1.6102 |
0.0013 |
0.1% |
1.6019 |
| Range |
0.0086 |
0.0044 |
-0.0042 |
-48.8% |
0.0096 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
726 |
1,119 |
393 |
54.1% |
2,015 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6213 |
1.6126 |
|
| R3 |
1.6191 |
1.6169 |
1.6114 |
|
| R2 |
1.6147 |
1.6147 |
1.6110 |
|
| R1 |
1.6125 |
1.6125 |
1.6106 |
1.6136 |
| PP |
1.6103 |
1.6103 |
1.6103 |
1.6109 |
| S1 |
1.6081 |
1.6081 |
1.6098 |
1.6092 |
| S2 |
1.6059 |
1.6059 |
1.6094 |
|
| S3 |
1.6015 |
1.6037 |
1.6090 |
|
| S4 |
1.5971 |
1.5993 |
1.6078 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6300 |
1.6255 |
1.6072 |
|
| R3 |
1.6204 |
1.6159 |
1.6045 |
|
| R2 |
1.6108 |
1.6108 |
1.6037 |
|
| R1 |
1.6063 |
1.6063 |
1.6028 |
1.6086 |
| PP |
1.6012 |
1.6012 |
1.6012 |
1.6023 |
| S1 |
1.5967 |
1.5967 |
1.6010 |
1.5990 |
| S2 |
1.5916 |
1.5916 |
1.6001 |
|
| S3 |
1.5820 |
1.5871 |
1.5993 |
|
| S4 |
1.5724 |
1.5775 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6126 |
1.5960 |
0.0166 |
1.0% |
0.0059 |
0.4% |
86% |
True |
False |
706 |
| 10 |
1.6126 |
1.5903 |
0.0223 |
1.4% |
0.0055 |
0.3% |
89% |
True |
False |
402 |
| 20 |
1.6126 |
1.5828 |
0.0298 |
1.9% |
0.0044 |
0.3% |
92% |
True |
False |
226 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0042 |
0.3% |
81% |
False |
False |
129 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0045 |
0.3% |
60% |
False |
False |
97 |
| 80 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0036 |
0.2% |
71% |
False |
False |
76 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0029 |
0.2% |
77% |
False |
False |
64 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0027 |
0.2% |
79% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6313 |
|
2.618 |
1.6241 |
|
1.618 |
1.6197 |
|
1.000 |
1.6170 |
|
0.618 |
1.6153 |
|
HIGH |
1.6126 |
|
0.618 |
1.6109 |
|
0.500 |
1.6104 |
|
0.382 |
1.6099 |
|
LOW |
1.6082 |
|
0.618 |
1.6055 |
|
1.000 |
1.6038 |
|
1.618 |
1.6011 |
|
2.618 |
1.5967 |
|
4.250 |
1.5895 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6104 |
1.6086 |
| PP |
1.6103 |
1.6070 |
| S1 |
1.6103 |
1.6055 |
|